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 Statistical Learning


GRUvader: Sentiment-Informed Stock Market Prediction

arXiv.org Artificial Intelligence

Stock price prediction is challenging due to global economic instability, high volatility, and the complexity of financial markets. Hence, this study compared several machine learning algorithms for stock market prediction and further examined the influence of a sentiment analysis indicator on the prediction of stock prices. Our results were two-fold. Firstly, we used a lexicon-based sentiment analysis approach to identify sentiment features, thus evidencing the correlation between the sentiment indicator and stock price movement. Secondly, we proposed the use of GRUvader, an optimal gated recurrent unit network, for stock market prediction. Our findings suggest that stand-alone models struggled compared with AI-enhanced models. Thus, our paper makes further recommendations on latter systems.


Granular Ball K-Class Twin Support Vector Classifier

arXiv.org Artificial Intelligence

This paper introduces the Granular Ball K-Class Twin Support Vector Classifier (GB-TWKSVC), a novel multi-class classification framework that combines Twin Support Vector Machines (TWSVM) with granular ball computing. The proposed method addresses key challenges in multi-class classification by utilizing granular ball representation for improved noise robustness and TWSVM's non-parallel hyperplane architecture solves two smaller quadratic programming problems, enhancing efficiency. Our approach introduces a novel formulation that effectively handles multi-class scenarios, advancing traditional binary classification methods. Experimental evaluation on diverse benchmark datasets shows that GB-TWKSVC significantly outperforms current state-of-the-art classifiers in both accuracy and computational performance. The method's effectiveness is validated through comprehensive statistical tests and complexity analysis. Our work advances classification algorithms by providing a mathematically sound framework that addresses the scalability and robustness needs of modern machine learning applications. The results demonstrate GB-TWKSVC's broad applicability across domains including pattern recognition, fault diagnosis, and large-scale data analytics, establishing it as a valuable addition to the classification algorithm landscape.


AutoURDF: Unsupervised Robot Modeling from Point Cloud Frames Using Cluster Registration

arXiv.org Artificial Intelligence

Robot description models are essential for simulation and control, yet their creation often requires significant manual effort. To streamline this modeling process, we introduce AutoURDF, an unsupervised approach for constructing description files for unseen robots from point cloud frames. Our method leverages a cluster-based point cloud registration model that tracks the 6-DoF transformations of point clusters. Through analyzing cluster movements, we hierarchically address the following challenges: (1) moving part segmentation, (2) body topology inference, and (3) joint parameter estimation. The complete pipeline produces robot description files that are fully compatible with existing simulators. We validate our method across a variety of robots, using both synthetic and real-world scan data. Results indicate that our approach outperforms previous methods in registration and body topology estimation accuracy, offering a scalable solution for automated robot modeling.


Learning High-Degree Parities: The Crucial Role of the Initialization

arXiv.org Artificial Intelligence

Parities have become a standard benchmark for evaluating learning algorithms. Recent works show that regular neural networks trained by gradient descent can efficiently learn degree $k$ parities on uniform inputs for constant $k$, but fail to do so when $k$ and $d-k$ grow with $d$ (here $d$ is the ambient dimension). However, the case where $k=d-O_d(1)$ (almost-full parities), including the degree $d$ parity (the full parity), has remained unsettled. This paper shows that for gradient descent on regular neural networks, learnability depends on the initial weight distribution. On one hand, the discrete Rademacher initialization enables efficient learning of almost-full parities, while on the other hand, its Gaussian perturbation with large enough constant standard deviation $\sigma$ prevents it. The positive result for almost-full parities is shown to hold up to $\sigma=O(d^{-1})$, pointing to questions about a sharper threshold phenomenon. Unlike statistical query (SQ) learning, where a singleton function class like the full parity is trivially learnable, our negative result applies to a fixed function and relies on an initial gradient alignment measure of potential broader relevance to neural networks learning.


Towards Predicting the Success of Transfer-based Attacks by Quantifying Shared Feature Representations

arXiv.org Artificial Intelligence

Much effort has been made to explain and improve the success of transfer-based attacks (TBA) on black-box computer vision models. This work provides the first attempt at a priori prediction of attack success by identifying the presence of vulnerable features within target models. Recent work by Chen and Liu (2024) proposed the manifold attack model, a unifying framework proposing that successful TBA exist in a common manifold space. Our work experimentally tests the common manifold space hypothesis by a new methodology: first, projecting feature vectors from surrogate and target feature extractors trained on ImageNet onto the same low-dimensional manifold; second, quantifying any observed structure similarities on the manifold; and finally, by relating these observed similarities to the success of the TBA. We find that shared feature representation moderately correlates with increased success of TBA (\r{ho}= 0.56). This method may be used to predict whether an attack will transfer without information of the model weights, training, architecture or details of the attack. The results confirm the presence of shared feature representations between two feature extractors of different sizes and complexities, and demonstrate the utility of datasets from different target domains as test signals for interpreting black-box feature representations.


Enhancing Retail Sales Forecasting with Optimized Machine Learning Models

arXiv.org Artificial Intelligence

In retail sales forecasting, accurately predicting future sales is crucial for inventory management and strategic planning. Traditional methods like LR often fall short due to the complexity of sales data, which includes seasonality and numerous product families. Recent advancements in machine learning (ML) provide more robust alternatives. This research benefits from the power of ML, particularly Random Forest (RF), Gradient Boosting (GB), Support Vector Regression (SVR), and XGBoost, to improve prediction accuracy. Despite advancements, a significant gap exists in handling complex datasets with high seasonality and multiple product families. The proposed solution involves implementing and optimizing a RF model, leveraging hyperparameter tuning through randomized search cross-validation. This approach addresses the complexities of the dataset, capturing intricate patterns that traditional methods miss. The optimized RF model achieved an R-squared value of 0.945, substantially higher than the initial RF model and traditional LR, which had an R-squared of 0.531. The model reduced the root mean squared logarithmic error (RMSLE) to 1.172, demonstrating its superior predictive capability. The optimized RF model did better than cutting-edge models like Gradient Boosting (R-squared: 0.942), SVR (R-squared: 0.940), and XGBoost (R-squared: 0.939), with more minor mean squared error (MSE) and mean absolute error (MAE) numbers. The results demonstrate that the optimized RF model excels in forecasting retail sales, handling the datasets complexity with higher accuracy and reliability. This research highlights the importance of advanced ML techniques in predictive analytics, offering a significant improvement over traditional methods and other contemporary models.


AI-Driven Non-Invasive Detection and Staging of Steatosis in Fatty Liver Disease Using a Novel Cascade Model and Information Fusion Techniques

arXiv.org Artificial Intelligence

Non-alcoholic fatty liver disease (NAFLD) is one of the most widespread liver disorders on a global scale, posing a significant threat of progressing to more severe conditions like nonalcoholic steatohepatitis (NASH), liver fibrosis, cirrhosis, and hepatocellular carcinoma. Diagnosing and staging NAFLD presents challenges due to its non-specific symptoms and the invasive nature of liver biopsies. Our research introduces a novel artificial intelligence cascade model employing ensemble learning and feature fusion techniques. We developed a non-invasive, robust, and reliable diagnostic artificial intelligence tool that utilizes anthropometric and laboratory parameters, facilitating early detection and intervention in NAFLD progression. Our novel artificial intelligence achieved an 86% accuracy rate for the NASH steatosis staging task (non-NASH, steatosis grade 1, steatosis grade 2, and steatosis grade 3) and an impressive 96% AUC-ROC for distinguishing between NASH (steatosis grade 1, grade 2, and grade3) and non-NASH cases, outperforming current state-of-the-art models. This notable improvement in diagnostic performance underscores the potential application of artificial intelligence in the early diagnosis and treatment of NAFLD, leading to better patient outcomes and a reduced healthcare burden associated with advanced liver disease.


A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics

arXiv.org Machine Learning

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve high-dimensional (e.g., over 100 dimensions) and finite-horizon time-inhomogeneous stochastic control problems. (2) It has a monotonicity of performance improvement in each iteration, leading to good convergence properties. (3) It does not rely on the Bellman equation. To demonstrate the efficiency of the algorithm, it is applied to solve various finite-horizon time-inhomogeneous problems including recursive utility optimization under a stochastic volatility model, a multi-sector stochastic growth, and optimal control under a dynamic stochastic integration of climate and economy model with eight-dimensional state vectors and 600 time periods.


Spatiotemporal Density Correction of Multivariate Global Climate Model Projections using Deep Learning

arXiv.org Machine Learning

Global Climate Models (GCMs) are numerical models that simulate complex physical processes within the Earth's climate system and are essential for understanding and predicting climate change. However, GCMs suffer from systemic biases due to simplifications made to the underlying physical processes. GCM output therefore needs to be bias corrected before it can be used for future climate projections. Most common bias correction methods, however, cannot preserve spatial, temporal, or inter-variable dependencies. We propose a new semi-parametric conditional density estimation (SPCDE) for density correction of the joint distribution of daily precipitation and maximum temperature data obtained from gridded GCM spatial fields. The Vecchia approximation is employed to preserve dependencies in the observed field during the density correction process, which is carried out using semi-parametric quantile regression. The ability to calibrate joint distributions of GCM projections has potential advantages not only in estimating extremes, but also in better estimating compound hazards, like heat waves and drought, under potential climate change. Illustration on historical data from 1951-2014 over two 5x5 spatial grids in the US indicate that SPCDE can preserve key marginal and joint distribution properties of precipitation and maximum temperature, and predictions obtained using SPCDE are better calibrated compared to predictions using asynchronous quantile mapping and canonical correlation analysis, two commonly used bias correction approaches.


Differentially Private Random Feature Model

arXiv.org Artificial Intelligence

Designing privacy-preserving machine learning algorithms has received great attention in recent years, especially in the setting when the data contains sensitive information. Differential privacy (DP) is a widely used mechanism for data analysis with privacy guarantees. In this paper, we produce a differentially private random feature model. Random features, which were proposed to approximate large-scale kernel machines, have been used to study privacy-preserving kernel machines as well. We consider the over-parametrized regime (more features than samples) where the non-private random feature model is learned via solving the min-norm interpolation problem, and then we apply output perturbation techniques to produce a private model. We show that our method preserves privacy and derive a generalization error bound for the method. To the best of our knowledge, we are the first to consider privacy-preserving random feature models in the over-parametrized regime and provide theoretical guarantees. We empirically compare our method with other privacy-preserving learning methods in the literature as well. Our results show that our approach is superior to the other methods in terms of generalization performance on synthetic data and benchmark data sets. Additionally, it was recently observed that DP mechanisms may exhibit and exacerbate disparate impact, which means that the outcomes of DP learning algorithms vary significantly among different groups. We show that both theoretically and empirically, random features have the potential to reduce disparate impact, and hence achieve better fairness.